+149.3%
AMT vs SYF
+340.9%
-191.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | -0.2% | +2.4% | -2.6% | -0.6% |
| 30D | +4.6% | +0.8% | +3.8% | +4.5% |
| 3M | -8.4% | +13.4% | -21.8% | -10.4% |
| 6M | -6.0% | +16.3% | -22.4% | -8.5% |
| YTD | +2.1% | -3.0% | +5.1% | +1.9% |
| 1Y | -6.4% | +5.7% | -12.1% | -8.0% |
| 3Y | +8.1% | +160.1% | -152.1% | -13.0% |
| 5Y | -31.9% | +88.5% | -120.4% | -42.9% |
| 10Y | +97.1% | +263.1% | -166.0% | +28.6% |
| All | +149.3% | +340.9% | -191.5% | +62.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SYF.
Daily Out/Under-Performance
Portfolio return minus SYF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SYF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling